Iron Condor
Iron Condor • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPY from Dec 10, 2015 - Dec 10, 2025, placing 530 trades that stayed open for an average of 16 days. With a solid 56.42% win rate (299 winners and 231 losers), the strategy proved reliable. This translated to $1,443,575.65 in total profits. On average, each position made $2,723.73. When annualized, that's a 31.5% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 18.3% drawdown at its lowest point, which is moderate but manageable. The Sharpe ratio of 0.19 shows modest risk-adjusted performance. Overall, this is a viable strategy that could be improved with some fine-tuning.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2015-12-10 | $0.35 | $0.55 | Take Profit | $723.75 | 55.82% | |
| 2015-12-16 | $1.52 | $0.05 | Early Exit | $7,091.50 | 96.71% | |
| 2016-01-08 | $1.52 | $0.68 | Early Exit | $3,899.50 | 54.87% | |
| 2016-01-11 | $1.21 | $0.05 | Early Exit | $5,541.00 | 95.87% | |
| 2016-01-29 | $2.27 | $1.51 | Early Exit | $3,554.50 | 33.60% | |
| 2016-02-05 | $1.45 | $0.05 | Early Exit | $6,747.00 | 96.56% | |
| 2016-02-11 | $1.48 | $0.05 | Early Exit | $6,901.50 | 96.63% | |
| 2016-02-19 | $2.11 | $0.05 | Early Exit | $10,039.00 | 97.63% | |
| 2016-02-26 | $1.62 | $0.05 | Early Exit | $7,601.00 | 96.92% | |
| 2016-03-03 | $3.26 | $0.05 | Early Exit | $-16,325.00 | -98.47% | |
| 2016-03-11 | $0.31 | $0.14 | Take Profit | $576.05 | 53.89% | |
| 2016-03-18 | $1.35 | $0.95 | Early Exit | $1,721.50 | 29.39% | |
| 2016-04-08 | $0.01 | $0.07 | Stop Loss | $-571.00 | -509.84% | |
| 2016-03-31 | $0.94 | $1.05 | Early Exit | $270.00 | 11.26% | |
| 2016-04-11 | $0.71 | $0.10 | Early Exit | $-3,304.50 | -85.75% | |
| 2016-04-22 | $1.16 | $0.05 | Early Exit | $5,309.00 | 95.70% | |
| 2016-05-06 | $0.59 | $0.05 | Early Exit | $2,418.50 | 91.46% | |
| 2016-05-27 | $0.01 | $0.08 | Stop Loss | $-573.50 | -493.70% | |
| 2016-05-11 | $1.83 | $0.05 | Early Exit | $8,659.50 | 97.27% | |
| 2016-05-13 | $0.83 | $0.05 | Early Exit | $3,634.50 | 93.97% | |
| 2016-05-31 | $2.36 | $0.05 | Early Exit | $11,292.50 | 97.88% | |
| 2016-06-03 | $0.69 | $0.05 | Early Exit | $2,946.00 | 92.77% | |
| 2016-06-13 | $0.93 | $0.33 | Take Profit | $2,739.75 | 64.61% | |
| 2016-06-24 | $1.32 | $2.20 | Take Profit | $4,112.45 | 66.21% | |
| 2016-07-08 | $0.02 | $0.08 | Stop Loss | $-592.00 | -404.88% | |
| 2016-07-11 | $0.09 | $0.22 | Stop Loss | $-945.00 | -157.47% | |
| 2016-07-14 | $0.10 | $0.25 | Stop Loss | $-1,013.00 | -149.70% | |
| 2016-07-01 | $1.89 | $0.05 | Early Exit | $8,957.50 | 97.36% | |
| 2016-07-13 | $0.48 | $0.80 | Early Exit | $-1,856.00 | -66.53% | |
| 2016-07-15 | $0.53 | $0.11 | Early Exit | $-2,344.50 | -79.17% | |
| 2016-07-22 | $0.11 | $0.01 | Early Exit | $-776.00 | -90.45% | |
| 2016-08-15 | $0.35 | $0.55 | Take Profit | $728.30 | 55.87% | |
| 2016-08-05 | $1.13 | $0.05 | Early Exit | $5,142.00 | 95.58% | |
| 2016-08-12 | $1.26 | $0.05 | Early Exit | $5,782.00 | 96.03% | |
| 2016-09-02 | $1.33 | $2.72 | Stop Loss | $-7,180.00 | -103.75% | |
| 2016-08-25 | $0.82 | $0.78 | Early Exit | $-476.50 | -5.28% | |
| 2016-08-26 | $0.46 | $0.21 | Early Exit | $-1,469.50 | -53.13% | |
| 2016-09-16 | $0.13 | $0.17 | Take Profit | $-63.40 | 30.82% | |
| 2016-09-13 | $2.73 | $0.05 | Early Exit | $13,158.00 | 98.17% | |
| 2016-09-15 | $0.94 | $0.63 | Early Exit | $1,273.00 | 32.71% | |
| 2016-09-22 | $0.88 | $0.22 | Early Exit | $-3,560.50 | -74.88% | |
| 2016-10-07 | $0.65 | $0.52 | Early Exit | $-916.50 | -20.26% | |
| 2016-10-14 | $1.29 | $0.05 | Early Exit | $5,928.50 | 96.12% | |
| 2016-10-17 | $0.90 | $0.05 | Early Exit | $4,004.50 | 94.46% | |
| 2016-11-11 | $0.13 | $0.17 | Take Profit | $-61.30 | 31.00% | |
| 2016-10-28 | $1.00 | $0.05 | Early Exit | $4,469.50 | 94.98% | |
| 2016-11-04 | $0.60 | $0.05 | Early Exit | $2,475.50 | 91.63% | |
| 2016-11-25 | $0.63 | $0.24 | Take Profit | $1,679.60 | 62.01% | |
| 2016-11-17 | $1.79 | $0.05 | Early Exit | $8,434.00 | 97.20% | |
| 2016-11-18 | $0.62 | $0.05 | Early Exit | $-3,107.00 | -91.93% |